# Fixed Income Fund Ownership Tracker — SEC N-PORT (`integrative_tangent/fixed-income-fund-tracker`) Actor A structured data pipeline that extracts and normalizes SEC N-PORT filings to track bond-level ownership across funds. Supports reverse CUSIP search, concentration metrics, and time-series analysis of holdings across fixed income asset classes including corporates, munis, Treasuries, MBS, and CLOs. - **URL**: https://apify.com/integrative\_tangent/fixed-income-fund-tracker.md - **Developed by:** [Luis Segura](https://apify.com/integrative_tangent) (community) - **Categories:** Automation, Developer tools, Other - **Stats:** 2 total users, 1 monthly users, 100.0% runs succeeded, NaN bookmarks - **User rating**: No ratings yet ## Pricing from $10.00 / 1,000 search results This Actor is paid per event. You are not charged for the Apify platform usage, but only a fixed price for specific events. Learn more: https://docs.apify.com/platform/actors/running/actors-in-store#pay-per-event ## What's an Apify Actor? Actors are a software tools running on the Apify platform, for all kinds of web data extraction and automation use cases. In Batch mode, an Actor accepts a well-defined JSON input, performs an action which can take anything from a few seconds to a few hours, and optionally produces a well-defined JSON output, datasets with results, or files in key-value store. In Standby mode, an Actor provides a web server which can be used as a website, API, or an MCP server. Actors are written with capital "A". ## How to integrate an Actor? If asked about integration, you help developers integrate Actors into their projects. You adapt to their stack and deliver integrations that are safe, well-documented, and production-ready. The best way to integrate Actors is as follows. In JavaScript/TypeScript projects, use official [JavaScript/TypeScript client](https://docs.apify.com/api/client/js.md): ```bash npm install apify-client ``` In Python projects, use official [Python client library](https://docs.apify.com/api/client/python.md): ```bash pip install apify-client ``` In shell scripts, use [Apify CLI](https://docs.apify.com/cli/docs.md): ````bash # MacOS / Linux curl -fsSL https://apify.com/install-cli.sh | bash # Windows irm https://apify.com/install-cli.ps1 | iex ```bash In AI frameworks, you might use the [Apify MCP server](https://docs.apify.com/platform/integrations/mcp.md). If your project is in a different language, use the [REST API](https://docs.apify.com/api/v2.md). For usage examples, see the [API](#api) section below. For more details, see Apify documentation as [Markdown index](https://docs.apify.com/llms.txt) and [Markdown full-text](https://docs.apify.com/llms-full.txt). # README ## Fixed Income Fund Ownership Tracker — SEC N-PORT **Who holds this bond?** Reverse-lookup any CUSIP or ISIN across 12,000+ registered mutual funds and ETFs using SEC Form N-PORT — the same quarterly holding disclosure that institutional desks pay Bloomberg PORT and BlackRock Aladdin tens of thousands per year to aggregate. --- ### The Problem Fixed income markets manage over $50 trillion in U.S. outstanding debt, yet buy-side positioning data remains one of the most opaque corners of capital markets. Unlike equities — where 13F filings are commoditized — **bond holder intelligence is locked behind enterprise terminals** or scattered across thousands of unstructured EDGAR filings. Form N-PORT changed this in 2019. Every registered U.S. fund must now disclose its complete portfolio monthly, including CUSIP-level detail on coupon, maturity, par value, fair value, issuer category, and asset classification. This actor turns that raw regulatory data into structured, queryable ownership intelligence — in under 2 minutes. --- ### Five Query Modes #### 1. CUSIP Lookup — "Who holds this bond?" Enter any 9-character CUSIP. Get every fund holding that security, sorted by position size, with fair value, % of NAV, and filing-date detail. ```json { "mode": "cusip_lookup", "cusip": "037833BS8", "max_results": 500 } ```` *Example result: Apple Inc 3.2% bond held by 2,494 funds totaling $7.64B in disclosed fair value.* *** #### 2. ISIN Lookup Same as CUSIP lookup but using a 12-character ISIN — useful for cross-referencing Euroclear/Clearstream identifiers or for securities where the ISIN is easier to source than the CUSIP. ```json { "mode": "isin_lookup", "isin": "US037833BS80" } ``` *** #### 3. Issuer Search — Full Exposure Mapping Surface every holding from a given issuer across the full N-PORT universe. Partial matching supported — "JPMORGAN" captures all JPM-issued debt regardless of subsidiary or entity. ```json { "mode": "issuer_search", "issuer_name": "FORD MOTOR" } ``` *Use case: Pre-trade intelligence for a new issue. Which accounts already hold existing paper from this issuer?* *** #### 4. Concentration Analysis — Crowded Trade Detection Quantifies how concentrated ownership is for any CUSIP using the Herfindahl-Hirschman Index (HHI). Returns top-10 holders ranked by fair value, aggregate holder count, and distribution statistics. ```json { "mode": "concentration_analysis", "cusip": "037833BS8" } ``` *HHI > 2,500 = highly concentrated register. Monitor for forced-selling risk in stressed credits.* *** #### 5. Category Filter — Sector-Level Screening Screen the entire N-PORT universe by issuer type or asset class. Particularly valuable for agency, muni, and structured credit markets where holder data is otherwise nearly impossible to source. **By issuer category:** | Code | Sector | |------|--------| | `CORP` | IG and HY corporate bonds | | `UST` | U.S. Treasuries, TIPS, T-bills | | `AGEN` / `AGSE` | Ginnie Mae, Fannie Mae, Freddie Mac, FHLB | | `MUN` | Municipal GO, revenue, taxable munis | | `NUSS` | Sovereign and supranational debt | **By asset category:** | Code | Product Type | |------|-------------| | `DBT` | Vanilla debt — corporates, governments | | `ABS-MBS` | Agency/non-agency MBS, CMBS | | `ABS-CBDO` | CLOs, CDOs, collateralized bond obligations | | `ABS-ABCP` | Asset-backed commercial paper | | `LON` | Bank loans, leveraged loans | ```json { "mode": "filter_by_category", "filter_type": "issuer_category", "filter_value": "MUN", "max_results": 1000 } ``` *** ### Output Structure Each run returns a single JSON result with: ```json { "query": { "type": "cusip_lookup", "cusip": "037833BS8" }, "security_info": { "cusip": "037833BS8", "issuer": "APPLE INC", "title": "APPLE INC 3.2% 2025", "coupon_rate": 3.2, "maturity_date": "2025-05-11", "issuer_category": "Corporate", "asset_category": "Debt Security" }, "summary": { "total_fund_holders": 2494, "total_fair_value_across_funds": 7640000000.00, "avg_fair_value_per_fund": 3063738.00 }, "holdings": [ { "registrant": "VANGUARD FIXED INCOME SECURITIES FUNDS", "fund_name": "Vanguard Total Bond Market Index Fund", "cusip": "037833BS8", "isin": "US037833BS80", "issuer_name": "APPLE INC", "security_title": "APPLE INC 3.2% 2025", "issuer_category": "Corporate", "asset_category": "Debt Security", "coupon_rate": 3.2, "maturity_date": "2025-05-11", "coupon_type": "Fixed", "fair_value_usd": 485000000.00, "par_value": 480000000.00, "pct_of_fund_nav": 0.18, "fund_total_assets": 320000000000.00, "fund_net_assets": 318000000000.00, "is_in_default": "N", "interest_in_arrears": "N", "is_pik": "N", "filing_date": "2024-09-30", "accession_number": "0000932471-24-021583" } ] } ``` *** ### Who Uses This | Role | Workflow | |------|----------| | **Credit traders** | Identify natural buyer base before secondary offerings. Spot crowded registers before trading. | | **Credit analysts** | Monitor concentration as an early warning for spread widening in stressed credits. | | **Risk management** | Detect fund-universe crowding before forced-selling events using HHI scoring. | | **Muni analysts** | Map fund exposure to specific states or revenue bond types across the fragmented muni market. | | **Structured credit** | Screen all CLO/MBS holders to identify funds warehousing structured exposure. | | **FinTech / data products** | Power bond ownership widgets, credit dashboards, or fixed income screeners via API. | | **Academic research** | Study herding behavior, flow-driven price pressure, and ownership effects in fixed income. | *** ### Data Source & Coverage - **Source**: SEC EDGAR Form N-PORT Quarterly Bulk Data (DERA public dataset) - **Universe**: ~12,000+ registered open-end funds, ETFs, and variable annuity portfolios - **Coverage**: All SEC-registered fund AUM — approximately $30 trillion in disclosed assets - **Lag**: ~60 days from fiscal quarter-end to public availability - **Asset classes**: IG/HY corporate bonds, U.S. Treasuries, agency MBS, municipal bonds, CLOs, ABS, convertibles, sovereign debt, TIPS - **Not included**: Hedge funds, private funds, separately managed accounts, insurance general accounts, and foreign entities not registered with the SEC *** ### Pricing **Pay-per-event** — pay only for what you run. | Event | Price | |-------|-------| | Actor start (per query) | $0.60 | | Per result item returned | $0.01 | **Example costs:** - CUSIP lookup returning 100 holders: **$1.60** (start + 100 items) - CUSIP lookup returning 500 holders: **$5.60** (start + 500 items) - Issuer search returning 1,000 holdings: **$10.60** **For comparison**: Bloomberg PORT charges approximately $2,000/month for similar institutional ownership analytics. This actor delivers the same underlying EDGAR data with no subscription required. *** ### Technical Specifications | Parameter | Value | |-----------|-------| | Memory required | 8 GB (processes full N-PORT bulk ZIP in-memory) | | Typical run time | 90–150 seconds (EDGAR download + parse + query) | | Input file size | ~450 MB ZIP, ~32 TSV files | | Output format | JSON (one result record per run) | | Max results default | 500 (configurable via `max_results`) | *** ### Limitations - Holdings data is quarterly point-in-time, not real-time intraday flow data (see FINRA TRACE for real-time trade reporting) - \~60-day publication lag from each quarter-end - Only covers SEC-registered open-end funds and ETFs registered under the Investment Company Act of 1940 - Position fair values reflect fund-reported methodology (mark-to-market, matrix pricing, BVAL) and may differ from mid-market prices *** ### Legal Notice This actor accesses exclusively public data from SEC EDGAR. All data originates from official mandatory regulatory filings in the public domain (17 C.F.R. § 270.30b1-9). Not affiliated with or endorsed by the U.S. Securities and Exchange Commission. Users are responsible for compliance with applicable regulations governing the use of securities holdings data in their jurisdiction. # Actor input Schema ## `mode` (type: `string`): What type of search to perform ## `quarter` (type: `string`): Which quarterly N-PORT data set to use. Format: 2024Q3. Available from 2019Q4 onwards. ## `cusip` (type: `string`): 9-character CUSIP identifier. Required for cusip\_lookup, concentration, and quarter\_comparison modes. Example: 037833BS8 (Apple Inc 3.85% 2043) ## `isin` (type: `string`): 12-character ISIN identifier. Required for isin\_lookup mode. Example: US037833BS80 ## `issuer_name` (type: `string`): Issuer name to search (partial match supported). Required for issuer\_search mode. Example: APPLE, JPMORGAN, CALIFORNIA ## `issuer_category` (type: `string`): Filter by issuer type. Required for filter\_issuer\_category mode. ## `asset_type` (type: `string`): Filter by asset category. Required for filter\_asset\_type mode. ## `series_id` (type: `string`): SEC Series ID for fund\_summary mode. Example: S000002150 (Vanguard Total Bond Market) ## `previous_quarter` (type: `string`): Required for quarter\_comparison mode. Format: 2024Q2 ## `maturity_start` (type: `string`): Only include bonds maturing on or after this date. Format: YYYY-MM-DD ## `maturity_end` (type: `string`): Only include bonds maturing on or before this date. Format: YYYY-MM-DD ## `coupon_min` (type: `number`): Only include bonds with coupon rate >= this value. Example: 4.0 ## `coupon_max` (type: `number`): Only include bonds with coupon rate <= this value. Example: 6.0 ## `top_n` (type: `integer`): Number of results for top\_held mode ## `max_results` (type: `integer`): Limit output to this many holdings (for filter modes) ## Actor input object example ```json { "mode": "cusip_lookup", "quarter": "2024Q3", "top_n": 50, "max_results": 500 } ``` # API You can run this Actor programmatically using our API. Below are code examples in JavaScript, Python, and CLI, as well as the OpenAPI specification and MCP server setup. ## JavaScript example ```javascript import { ApifyClient } from 'apify-client'; // Initialize the ApifyClient with your Apify API token // Replace the '' with your token const client = new ApifyClient({ token: '', }); // Prepare Actor input const input = { "mode": "cusip_lookup", "quarter": "2024Q3" }; // Run the Actor and wait for it to finish const run = await client.actor("integrative_tangent/fixed-income-fund-tracker").call(input); // Fetch and print Actor results from the run's dataset (if any) console.log('Results from dataset'); console.log(`💾 Check your data here: https://console.apify.com/storage/datasets/${run.defaultDatasetId}`); const { items } = await client.dataset(run.defaultDatasetId).listItems(); items.forEach((item) => { console.dir(item); }); // 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/js/docs ``` ## Python example ```python from apify_client import ApifyClient # Initialize the ApifyClient with your Apify API token # Replace '' with your token. client = ApifyClient("") # Prepare the Actor input run_input = { "mode": "cusip_lookup", "quarter": "2024Q3", } # Run the Actor and wait for it to finish run = client.actor("integrative_tangent/fixed-income-fund-tracker").call(run_input=run_input) # Fetch and print Actor results from the run's dataset (if there are any) print("💾 Check your data here: https://console.apify.com/storage/datasets/" + run["defaultDatasetId"]) for item in client.dataset(run["defaultDatasetId"]).iterate_items(): print(item) # 📚 Want to learn more 📖? Go to → https://docs.apify.com/api/client/python/docs/quick-start ``` ## CLI example ```bash echo '{ "mode": "cusip_lookup", "quarter": "2024Q3" }' | apify call integrative_tangent/fixed-income-fund-tracker --silent --output-dataset ``` ## MCP server setup ```json { "mcpServers": { "apify": { "command": "npx", "args": [ "mcp-remote", "https://mcp.apify.com/?tools=integrative_tangent/fixed-income-fund-tracker", "--header", "Authorization: Bearer " ] } } } ``` ## OpenAPI specification ```json { "openapi": "3.0.1", "info": { "title": "Fixed Income Fund Ownership Tracker — SEC N-PORT", "description": "A structured data pipeline that extracts and normalizes SEC N-PORT filings to track bond-level ownership across funds. Supports reverse CUSIP search, concentration metrics, and time-series analysis of holdings across fixed income asset classes including corporates, munis, Treasuries, MBS, and CLOs.", "version": "1.0", "x-build-id": "tofL4pIffdC7oAcQB" }, "servers": [ { "url": "https://api.apify.com/v2" } ], "paths": { "/acts/integrative_tangent~fixed-income-fund-tracker/run-sync-get-dataset-items": { "post": { "operationId": "run-sync-get-dataset-items-integrative_tangent-fixed-income-fund-tracker", "x-openai-isConsequential": false, "summary": "Executes an Actor, waits for its completion, and returns Actor's dataset items in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK" } } } }, "/acts/integrative_tangent~fixed-income-fund-tracker/runs": { "post": { "operationId": "runs-sync-integrative_tangent-fixed-income-fund-tracker", "x-openai-isConsequential": false, "summary": "Executes an Actor and returns information about the initiated run in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/runsResponseSchema" } } } } } } }, "/acts/integrative_tangent~fixed-income-fund-tracker/run-sync": { "post": { "operationId": "run-sync-integrative_tangent-fixed-income-fund-tracker", "x-openai-isConsequential": false, "summary": "Executes an Actor, waits for completion, and returns the OUTPUT from Key-value store in response.", "tags": [ "Run Actor" ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/inputSchema" } } } }, "parameters": [ { "name": "token", "in": "query", "required": true, "schema": { "type": "string" }, "description": "Enter your Apify token here" } ], "responses": { "200": { "description": "OK" } } } } }, "components": { "schemas": { "inputSchema": { "type": "object", "required": [ "mode", "quarter" ], "properties": { "mode": { "title": "Search Mode", "enum": [ "cusip_lookup", "isin_lookup", "issuer_search", "filter_issuer_category", "filter_asset_type", "concentration", "quarter_comparison", "top_held", "fund_summary" ], "type": "string", "description": "What type of search to perform", "default": "cusip_lookup" }, "quarter": { "title": "Quarter", "type": "string", "description": "Which quarterly N-PORT data set to use. Format: 2024Q3. Available from 2019Q4 onwards.", "default": "2024Q3" }, "cusip": { "title": "CUSIP", "type": "string", "description": "9-character CUSIP identifier. Required for cusip_lookup, concentration, and quarter_comparison modes. Example: 037833BS8 (Apple Inc 3.85% 2043)" }, "isin": { "title": "ISIN", "type": "string", "description": "12-character ISIN identifier. Required for isin_lookup mode. Example: US037833BS80" }, "issuer_name": { "title": "Issuer Name", "type": "string", "description": "Issuer name to search (partial match supported). Required for issuer_search mode. Example: APPLE, JPMORGAN, CALIFORNIA" }, "issuer_category": { "title": "Issuer Category", "enum": [ "CORP", "UST", "AGEN", "AGSE", "MUN", "NUSS", "PF", "RF", "OTH" ], "type": "string", "description": "Filter by issuer type. Required for filter_issuer_category mode." }, "asset_type": { "title": "Asset Type", "enum": [ "DBT", "ABS-MBS", "ABS-CBDO", "ABS-ABCP", "ABS-O", "LON", "SN", "RA", "STIV" ], "type": "string", "description": "Filter by asset category. Required for filter_asset_type mode." }, "series_id": { "title": "Fund Series ID", "type": "string", "description": "SEC Series ID for fund_summary mode. Example: S000002150 (Vanguard Total Bond Market)" }, "previous_quarter": { "title": "Previous Quarter (for QoQ comparison)", "type": "string", "description": "Required for quarter_comparison mode. Format: 2024Q2" }, "maturity_start": { "title": "Maturity Start Date (optional filter)", "type": "string", "description": "Only include bonds maturing on or after this date. Format: YYYY-MM-DD" }, "maturity_end": { "title": "Maturity End Date (optional filter)", "type": "string", "description": "Only include bonds maturing on or before this date. Format: YYYY-MM-DD" }, "coupon_min": { "title": "Minimum Coupon Rate (optional filter)", "type": "number", "description": "Only include bonds with coupon rate >= this value. Example: 4.0" }, "coupon_max": { "title": "Maximum Coupon Rate (optional filter)", "type": "number", "description": "Only include bonds with coupon rate <= this value. Example: 6.0" }, "top_n": { "title": "Top N Results", "minimum": 1, "maximum": 500, "type": "integer", "description": "Number of results for top_held mode", "default": 50 }, "max_results": { "title": "Maximum Results", "minimum": 1, "maximum": 10000, "type": "integer", "description": "Limit output to this many holdings (for filter modes)", "default": 500 } } }, "runsResponseSchema": { "type": "object", "properties": { "data": { "type": "object", "properties": { "id": { "type": "string" }, "actId": { "type": "string" }, "userId": { "type": "string" }, "startedAt": { "type": "string", "format": "date-time", "example": "2025-01-08T00:00:00.000Z" }, "finishedAt": { "type": "string", "format": "date-time", "example": "2025-01-08T00:00:00.000Z" }, "status": { "type": "string", "example": "READY" }, "meta": { "type": "object", "properties": { "origin": { "type": "string", "example": "API" }, "userAgent": { "type": "string" } } }, "stats": { "type": "object", "properties": { "inputBodyLen": { "type": "integer", "example": 2000 }, "rebootCount": { "type": "integer", "example": 0 }, "restartCount": { "type": "integer", "example": 0 }, "resurrectCount": { "type": "integer", "example": 0 }, "computeUnits": { "type": "integer", "example": 0 } } }, "options": { "type": "object", "properties": { "build": { "type": "string", "example": "latest" }, "timeoutSecs": { "type": "integer", "example": 300 }, "memoryMbytes": { "type": "integer", "example": 1024 }, "diskMbytes": { "type": "integer", "example": 2048 } } }, "buildId": { "type": "string" }, "defaultKeyValueStoreId": { "type": "string" }, "defaultDatasetId": { "type": "string" }, "defaultRequestQueueId": { "type": "string" }, "buildNumber": { "type": "string", "example": "1.0.0" }, "containerUrl": { "type": "string" }, "usage": { "type": "object", "properties": { "ACTOR_COMPUTE_UNITS": { "type": "integer", "example": 0 }, "DATASET_READS": { "type": "integer", "example": 0 }, "DATASET_WRITES": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_READS": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_WRITES": { "type": "integer", "example": 1 }, "KEY_VALUE_STORE_LISTS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_READS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_WRITES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_INTERNAL_GBYTES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_EXTERNAL_GBYTES": { "type": "integer", "example": 0 }, "PROXY_RESIDENTIAL_TRANSFER_GBYTES": { "type": "integer", "example": 0 }, "PROXY_SERPS": { "type": "integer", "example": 0 } } }, "usageTotalUsd": { "type": "number", "example": 0.00005 }, "usageUsd": { "type": "object", "properties": { "ACTOR_COMPUTE_UNITS": { "type": "integer", "example": 0 }, "DATASET_READS": { "type": "integer", "example": 0 }, "DATASET_WRITES": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_READS": { "type": "integer", "example": 0 }, "KEY_VALUE_STORE_WRITES": { "type": "number", "example": 0.00005 }, "KEY_VALUE_STORE_LISTS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_READS": { "type": "integer", "example": 0 }, "REQUEST_QUEUE_WRITES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_INTERNAL_GBYTES": { "type": "integer", "example": 0 }, "DATA_TRANSFER_EXTERNAL_GBYTES": { "type": "integer", "example": 0 }, "PROXY_RESIDENTIAL_TRANSFER_GBYTES": { "type": "integer", "example": 0 }, "PROXY_SERPS": { "type": "integer", "example": 0 } } } } } } } } } } ```